How do I figure out the address where I am connecting a device like a compass etc? based on the pins I connect to?
Maybe it's clear to others what address you're referring to, but I have no idea. Perhaps i2c? Generally it's better to give too much information than not enough.
I connected a compass to analog pins 4 and 5 and used the address 0x21 to get the input.
How do pins 4 and 5 translate to address 0x21?
Sorry about not providing all the info the first time
The compass details and code is at
The Arduino board is DUEMILANOVE
I am also using the Mayhew Labs Mux Shield
How do pins 4 and 5 translate to address 0x21
They don't.
Pins 4 & 5 drive a simple serial bus (I2C).
The device 'lives' at a particular address on that serial bus.
second time I see this device coming by today. Good thing I saved the URL 
Read - Compass Module - HMC6352 - SEN-07915 - SparkFun Electronics - there is a datasheet and sample sketches.
Further read these sites to become familiar with I2C protocol
I²C - Wikipedia backgrounder
http://arduino.cc/en/Tutorial/MasterReader
If you are new to Arduino it is allways good to spend time reading the tutoria section too - http://arduino.cc/en/Tutorial/HomePage
Thanks a bunch